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StockSharp.Algo.Testing Namespace

Backtesting and paper-trading (simulator).

Classes
  ClassDescription
Public classBaseEmulationConnector
The base connection of emulation.
Public classChangeTimeIntervalMessage
Change time interval updates message.
Public classClearingMessage
The message about performing clearing on exchange.
Public classCommissionRuleMessage
The message, containing information on the commission calculation rule.
Public classEmulationMessageAdapter
The adapter, executing messages in IMarketEmulator.
Public classEmulationOrderCondition
IMarketEmulator order condition.
Public classEmulationStateMessage
The message, informing about the emulator state change.
Public classGeneratorMessage
The message about creation or deletion of the market data generator.
Public classHistoryEmulationConnector
The emulation connection. It uses historical data and/or occasionally generated.
Public classHistoryMessageAdapter
The adapter, receiving messages form the storage IStorageRegistry.
Public classHistorySourceMessage
Market-data message with historical source.
Public classMarketDataGenerator
The market data generator.
Public classMarketDepthGenerator
The order book generator using random method.
Public classMarketEmulator
Paper trading.
Public classMarketEmulatorSettings
Settings of exchange emulator.
Public classOrderLogGenerator
The orders log generator using random method.
Public classRandomWalkTradeGenerator
The trade generator based on normal distribution.
Public classRealTimeEmulationTraderTUnderlyingMarketDataAdapter
The simulation connection, intended for strategy testing with real connection to trading system through UnderlyngMarketDataAdapter, but without real registering orders on stock. Execution of orders and their trades are emulated by connection, using information by order books, coming from real connection.
Public classTradeGenerator
Tick trades generator using random method.
Public classTrendMarketDepthGenerator
The order book generator, accounting for trades sequence.
Interfaces
  InterfaceDescription
Public interfaceIMarketEmulator
The interface, describing paper trading.
Public interfaceIRealTimeEmulationMarketDataAdapter
The interface of the real time market data adapter.
Enumerations
  EnumerationDescription
Public enumerationEmulationStates